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~isPartOf:"Journal of forecasting"
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TWO-COMPONENT EXTREME VALUE DI...
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Capital income
Systemrisiko
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74
Risk measure
74
Forecasting model
39
Prognoseverfahren
39
Theorie
33
Theory
33
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21
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expected shortfall
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Strobel, Frank
2
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Applied economics letters
Journal of forecasting
Finance research letters
38
Journal of banking & finance
33
International review of financial analysis
31
The North American journal of economics and finance : a journal of financial economics studies
28
Insurance / Mathematics & economics
20
Energy economics
19
Research in international business and finance
18
International review of economics & finance : IREF
14
Journal of risk
14
Pacific-Basin finance journal
14
International journal of forecasting
13
Journal of econometrics
13
Applied economics
12
Discussion paper / Tinbergen Institute
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Economic modelling
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12
Journal of international financial markets, institutions & money
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Risks : open access journal
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of financial econometrics
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The European journal of finance
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SFB 649 discussion paper
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Journal of economic dynamics & control
8
Journal of financial stability
8
International journal of finance & economics : IJFE
7
Journal of financial economics
7
Research paper series / Swiss Finance Institute
7
The journal of asset management
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Econometric Institute research papers
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European journal of operational research : EJOR
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Journal of international money and finance
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Review of quantitative finance and accounting
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Risk management : a journal of risk, crisis and disaster
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1
Worldwide equity risk prediction
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1333-1339
Persistent link: https://www.econbiz.de/10010202894
Saved in:
2
Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis
;
Spungin, Giles E.
;
Tzavalis, Elias
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
Saved in:
3
On the evaluation of marginal expected shortfall
Caporin, Massimiliano
;
Santucci de Magistris, Paolo
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 175-179
Persistent link: https://www.econbiz.de/10009412621
Saved in:
4
Too non-traditional to fail? : determinants of systemic risk for BRICs banks
Qin, Xiao
;
Zhu, Xi
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 261-264
Persistent link: https://www.econbiz.de/10010413856
Saved in:
5
Bank insolvency risk and different approaches to aggregate Z-score measures : a note
Strobel, Frank
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1541-1543
Persistent link: https://www.econbiz.de/10009383445
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6
Systemic risk of China's commercial banks during financial turmoils in 2010-2020 : a MIDAS-QR based CoVaR approach
Liu, Shuting
;
Xu, Qifa
;
Jiang, Cuixia
- In:
Applied economics letters
28
(
2021
)
18
,
pp. 1600-1609
Persistent link: https://www.econbiz.de/10012626719
Saved in:
7
Dynamic density forecasts for multivariate asset returns
Polanski, Arnold
;
Stoja, Evarist
- In:
Journal of forecasting
30
(
2011
)
6
,
pp. 523-540
Persistent link: https://www.econbiz.de/10009354712
Saved in:
8
A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
Saved in:
9
Forecasting based on decomposed financial return series : a wavelet analysis
Berger, Theo
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 419-433
Persistent link: https://www.econbiz.de/10011580976
Saved in:
10
Assessing systemic risk of Islamic banks during the COVID-19 pandemic crisis
Fatnassi, Ibrahim
;
Hammami, Yacine
- In:
Applied economics letters
31
(
2024
)
11
,
pp. 1037-1044
Persistent link: https://www.econbiz.de/10014557987
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